-36.9%
CBRS vs Z
-16.8%
-20.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -2.0% |
| 7D | +6.3% | -7.1% | +13.4% | +4.1% |
| 30D | -14.7% | -4.8% | -9.9% | -14.9% |
| 3M | -13.5% | -9.3% | -4.2% | -16.9% |
| All | -36.9% | -16.8% | -20.1% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · Available span rolling